Trading Metrics calculated at close of trading on 16-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
5,530.0 |
5,606.0 |
76.0 |
1.4% |
5,419.0 |
High |
5,588.0 |
5,640.0 |
52.0 |
0.9% |
5,535.0 |
Low |
5,524.0 |
5,591.0 |
67.0 |
1.2% |
5,324.0 |
Close |
5,584.0 |
5,622.0 |
38.0 |
0.7% |
5,437.0 |
Range |
64.0 |
49.0 |
-15.0 |
-23.4% |
211.0 |
ATR |
88.9 |
86.6 |
-2.4 |
-2.6% |
0.0 |
Volume |
26,054 |
22,439 |
-3,615 |
-13.9% |
142,443 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,764.7 |
5,742.3 |
5,649.0 |
|
R3 |
5,715.7 |
5,693.3 |
5,635.5 |
|
R2 |
5,666.7 |
5,666.7 |
5,631.0 |
|
R1 |
5,644.3 |
5,644.3 |
5,626.5 |
5,655.5 |
PP |
5,617.7 |
5,617.7 |
5,617.7 |
5,623.3 |
S1 |
5,595.3 |
5,595.3 |
5,617.5 |
5,606.5 |
S2 |
5,568.7 |
5,568.7 |
5,613.0 |
|
S3 |
5,519.7 |
5,546.3 |
5,608.5 |
|
S4 |
5,470.7 |
5,497.3 |
5,595.1 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,065.0 |
5,962.0 |
5,553.1 |
|
R3 |
5,854.0 |
5,751.0 |
5,495.0 |
|
R2 |
5,643.0 |
5,643.0 |
5,475.7 |
|
R1 |
5,540.0 |
5,540.0 |
5,456.3 |
5,591.5 |
PP |
5,432.0 |
5,432.0 |
5,432.0 |
5,457.8 |
S1 |
5,329.0 |
5,329.0 |
5,417.7 |
5,380.5 |
S2 |
5,221.0 |
5,221.0 |
5,398.3 |
|
S3 |
5,010.0 |
5,118.0 |
5,379.0 |
|
S4 |
4,799.0 |
4,907.0 |
5,321.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,640.0 |
5,393.0 |
247.0 |
4.4% |
64.0 |
1.1% |
93% |
True |
False |
26,222 |
10 |
5,640.0 |
5,324.0 |
316.0 |
5.6% |
80.4 |
1.4% |
94% |
True |
False |
27,838 |
20 |
5,652.0 |
5,324.0 |
328.0 |
5.8% |
77.5 |
1.4% |
91% |
False |
False |
28,256 |
40 |
5,756.0 |
5,324.0 |
432.0 |
7.7% |
62.0 |
1.1% |
69% |
False |
False |
22,283 |
60 |
5,923.0 |
5,324.0 |
599.0 |
10.7% |
46.3 |
0.8% |
50% |
False |
False |
14,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,848.3 |
2.618 |
5,768.3 |
1.618 |
5,719.3 |
1.000 |
5,689.0 |
0.618 |
5,670.3 |
HIGH |
5,640.0 |
0.618 |
5,621.3 |
0.500 |
5,615.5 |
0.382 |
5,609.7 |
LOW |
5,591.0 |
0.618 |
5,560.7 |
1.000 |
5,542.0 |
1.618 |
5,511.7 |
2.618 |
5,462.7 |
4.250 |
5,382.8 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
5,619.8 |
5,602.2 |
PP |
5,617.7 |
5,582.3 |
S1 |
5,615.5 |
5,562.5 |
|